+129.9%
POET vs REPL
-27.0%
+156.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.6% | -3.6% |
| 7D | +9.7% | -9.6% | +19.3% | +10.2% |
| 30D | -6.5% | +5.7% | -12.2% | -6.8% |
| 3M | -25.7% | +56.4% | -82.1% | -28.4% |
| 6M | +19.6% | +67.4% | -47.9% | +9.5% |
| YTD | +26.4% | +48.7% | -22.3% | +16.3% |
| 1Y | +50.1% | +148.3% | -98.2% | +23.1% |
| All | +129.9% | -27.0% | +156.9% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling